Asymptotic Inference Methods - NMST533
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Last update: T_KPMS (13.05.2014)
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Last update: T_KPMS (13.05.2014)
To give information on some statistical procedures based on probability limit theorems. |
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Last update: doc. Ing. Marek Omelka, Ph.D. (21.06.2022)
E.L.Lehmann: Elements of Large samplw Theory, Springer 1999.
P.K. Sen a J.M. Singer: Large sample methods in Statistics: An Introduction With Applications. Chapman& Hall, 1993.
and some recent papers on the topic. |
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Last update: T_KPMS (02.06.2016)
Lecture. |
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Last update: T_KPMS (13.05.2014)
Survey of needed probability limit theorems (central limit theorems, laws of large numbers ), tests on means, variances and further statistical characteristics based on limit theorems both for independent as well as dependent observations, asymptotic powers of tests. Local alternatives, some goodness-of-fit tets with nuisance parameters, some sequential tests and sequential estimators eventually other procedures |